Immunotherapies have been heavily explored in the last decade, ranging from new treatments for cancer to allergic diseases. These therapies target the immune system, a complex organ system consisting of tissues with intricate structures and cells with a multitude of functions. To better understand immune functions and develop better therapeutics, many cellular and 2-dimensional (2D) tissue models have been developed. However, research has demonstrated that the 3-dimensional (3D) tissue structure can significantly affect cellular functions, and this is not recapitulated by more traditional 2D models. Microfluidics has been used to design 3D tissue models that allow for intricate arrangements of cells and extracellular spaces, thus allowing for more physiologically relevant in vitro model systems. Here, we summarize the multitude of microfluidic devices designed to study the immune system with the ultimate goal to improve existing and design new immunotherapies. We have included models of the different immune organs, including bone marrow and lymph node (LN), models of immunity in diseases such as cancer and inflammatory bowel disease, and therapeutic models to test or engineer new immune-modulatory treatments. We particularly emphasize research on how microfluidic devices are used to better understand different physiological states and how interactions within the immune microenvironment can influence the efficacy of immunotherapies.